NYMEX Natural Gas Future September 2016
| Trading Metrics calculated at close of trading on 20-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2016 |
20-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2.652 |
2.707 |
0.055 |
2.1% |
2.686 |
| High |
2.705 |
2.801 |
0.096 |
3.5% |
2.724 |
| Low |
2.638 |
2.707 |
0.069 |
2.6% |
2.632 |
| Close |
2.686 |
2.795 |
0.109 |
4.1% |
2.686 |
| Range |
0.067 |
0.094 |
0.027 |
40.3% |
0.092 |
| ATR |
0.072 |
0.075 |
0.003 |
4.3% |
0.000 |
| Volume |
32,610 |
32,915 |
305 |
0.9% |
195,848 |
|
| Daily Pivots for day following 20-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.050 |
3.016 |
2.847 |
|
| R3 |
2.956 |
2.922 |
2.821 |
|
| R2 |
2.862 |
2.862 |
2.812 |
|
| R1 |
2.828 |
2.828 |
2.804 |
2.845 |
| PP |
2.768 |
2.768 |
2.768 |
2.776 |
| S1 |
2.734 |
2.734 |
2.786 |
2.751 |
| S2 |
2.674 |
2.674 |
2.778 |
|
| S3 |
2.580 |
2.640 |
2.769 |
|
| S4 |
2.486 |
2.546 |
2.743 |
|
|
| Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.957 |
2.913 |
2.737 |
|
| R3 |
2.865 |
2.821 |
2.711 |
|
| R2 |
2.773 |
2.773 |
2.703 |
|
| R1 |
2.729 |
2.729 |
2.694 |
2.732 |
| PP |
2.681 |
2.681 |
2.681 |
2.682 |
| S1 |
2.637 |
2.637 |
2.678 |
2.640 |
| S2 |
2.589 |
2.589 |
2.669 |
|
| S3 |
2.497 |
2.545 |
2.661 |
|
| S4 |
2.405 |
2.453 |
2.635 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.801 |
2.632 |
0.169 |
6.0% |
0.069 |
2.5% |
96% |
True |
False |
32,666 |
| 10 |
2.801 |
2.532 |
0.269 |
9.6% |
0.076 |
2.7% |
98% |
True |
False |
53,925 |
| 20 |
2.801 |
2.271 |
0.530 |
19.0% |
0.073 |
2.6% |
99% |
True |
False |
42,646 |
| 40 |
2.801 |
2.195 |
0.606 |
21.7% |
0.070 |
2.5% |
99% |
True |
False |
33,465 |
| 60 |
2.801 |
2.150 |
0.651 |
23.3% |
0.070 |
2.5% |
99% |
True |
False |
28,481 |
| 80 |
2.801 |
2.009 |
0.792 |
28.3% |
0.069 |
2.5% |
99% |
True |
False |
24,695 |
| 100 |
2.801 |
2.009 |
0.792 |
28.3% |
0.067 |
2.4% |
99% |
True |
False |
21,345 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.201 |
|
2.618 |
3.047 |
|
1.618 |
2.953 |
|
1.000 |
2.895 |
|
0.618 |
2.859 |
|
HIGH |
2.801 |
|
0.618 |
2.765 |
|
0.500 |
2.754 |
|
0.382 |
2.743 |
|
LOW |
2.707 |
|
0.618 |
2.649 |
|
1.000 |
2.613 |
|
1.618 |
2.555 |
|
2.618 |
2.461 |
|
4.250 |
2.308 |
|
|
| Fisher Pivots for day following 20-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.781 |
2.769 |
| PP |
2.768 |
2.743 |
| S1 |
2.754 |
2.717 |
|